+129.7%
ACM vs SBAC
+76.8%
+52.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -12.9% | +3.2% | -16.2% | -13.6% |
| 3M | -6.4% | -5.1% | -1.3% | -5.5% |
| 6M | -29.2% | -2.1% | -27.1% | -29.6% |
| YTD | -29.9% | -0.5% | -29.4% | -31.0% |
| 1Y | -47.3% | +1.1% | -48.4% | -48.3% |
| 3Y | -19.6% | -7.4% | -12.2% | -21.2% |
| 5Y | +5.5% | -44.3% | +49.8% | +20.0% |
| 10Y | +129.7% | +77.6% | +52.1% | +153.9% |
| All | +129.7% | +76.8% | +52.9% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling